Report done as a test, evaluating topics as Price and Retun of equities, VaR by parametric and non-parametric method, and VaR using Monte Carlo simulation of Universidad de Santiago de Chile's course called Riesgo Financiero. Using R language.
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Report done as a test, evaluating topics as Price and Retun of equities, VaR by parametric and non-parametric method, and VaR using Monte Carlo simulation of Universidad de Santiago de Chile's course called Riesgo Financiero. Using R language.
figuearlt/Finance-Risk
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Report done as a test, evaluating topics as Price and Retun of equities, VaR by parametric and non-parametric method, and VaR using Monte Carlo simulation of Universidad de Santiago de Chile's course called Riesgo Financiero. Using R language.
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